You really need to distinguish between scratching the actual glass and scratching the oleophobic coating. I have a 3G and whilst I did use for almost a year a PS screen protector the last year I did not use any. I have no scratching on the glass although I would say I have been quite careful. This, however, had no oleophobic coating.
The 3GS and the 4, however, have this coating and a close friend of my who has the former babied the phone far more than I did. He has some very small scratches. Go back a year ago and you will see very similar comments on this forum. Essentially, the coating itself is more prone to scratching.